Highest High in formation period

Optuma Forums Optuma Scripting Highest High in formation period

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  • #68031
    Deepak
    • Topics: 85
    • Replies: 71
    • Posts: 156

    Hii Sir,

    I am using below script for formation period of momentum portfolio of t-12 to t-2. So i want to find the highest high between said time period. I am using offset function for the same as below.
    But it is wrong as when i calculate the highest high 2 months back  it will take 12 month look back. Is there a way to find a highest high in the said period.

    Regards,
    Deepak

    #68037
    Matthew
    • Topics: 5
    • Replies: 631
    • Posts: 636

    Hi,

    I’m not 100% sure what it is you want to identify?  Do you mean you want to find where the highest high from the last 12 months has occurred within 2 months of the current date?

    If the above is what you are after this script would work…

    If you are after something different please provide some specific examples we can reference.

    • This reply was modified 5 months ago by Matthew.
    #68347
    Deepak
    • Topics: 85
    • Replies: 71
    • Posts: 156

    Hii Sir,

    Sorry for late reply attached is formation period. I am trying to find out Po.

    Regards,
    Deepak

    #68351
    Deepak
    • Topics: 85
    • Replies: 71
    • Posts: 156

    Phigh I mean to say

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